marketmaking

Documentation

Index

• type FormulaOpts
• type MakingFormula
• type MakingStrategy
  • func NewStrategyFromFormula(formula MakingFormula) MakingStrategy
  • func (ms MakingStrategy) Formula() MakingFormula
  • func (ms MakingStrategy) IsZero() bool

Types

type FormulaOpts

type FormulaOpts struct {
	BalanceIn  uint64
	BalanceOut uint64
	WeightIn   uint64
	WeightOut  uint64
	// The fee should be in satoshis and represents the calculated fee to take out from the swap.
	Fee uint64
	// Defines if the fee should be charged on the way in (ie. on )
	ChargeFeeOnTheWayIn bool
}

FormulaOpts defines the parameters needed to calculate the spot price

type MakingFormula

type MakingFormula interface {
	SpotPrice(spotPriceOpts *FormulaOpts) (spotPrice decimal.Decimal, err error)
	OutGivenIn(outGivenInOpts *FormulaOpts, amountIn uint64) (amountOut uint64, err error)
	InGivenOut(inGivenOutOpts *FormulaOpts, amountOut uint64) (amountIn uint64, err error)
	FormulaType() int
}

MakingFormula defines the interface for implementing the formula to derive the spot price

type MakingStrategy

type MakingStrategy struct {
	Type int
	// contains filtered or unexported fields
}

MakingStrategy defines the automated market making strategy, usingi a formula to be applied to calculate the price of next trade.

func NewStrategyFromFormula

func NewStrategyFromFormula(
	formula MakingFormula,
) MakingStrategy

NewStrategyFromFormula returns the strategy struct with the name

func (MakingStrategy) Formula

func (ms MakingStrategy) Formula() MakingFormula

Formula returns the mathematical formula of the MM strategy

func (MakingStrategy) IsZero

func (ms MakingStrategy) IsZero() bool

IsZero checks if the given strategy is the zero value